Orientador: Jose Mario Martinez / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica / Made available in DSpace on 2018-08-13T04:59:49Z (GMT). No. of bitstreams: 1 Prudente_LeandrodaFonseca_M.pdf: 2877541 bytes, checksum: c2a57346fe1ba93469b385a71de6c2da (MD5) Previous issue date: 2009 / Resumo: Nesta dissertação expomos algumas propriedades das opções e desenvolvemos a teoria clássica que resulta na Equação de Black-Scholes Generalizada, o modelo utilizado no mercado para precificar uma opção. Neste cenário apresentamos o Princípio da Retrodifusão. A ideia de obtermos a Equação de Black-Scholes por meios mais simples e que possibilitem uma interpretação intuitiva desta equação. Mostramos uma maneira numérica para resolver a Equação de Black-Scholes Generalizada e por fim desenvolvemos um método para estimar a superfície de volatilidade de um ativo usando como ferramenta conhecidas opções comercializadas. / Abstract: In this work expose some properties of the options and developed the classical theory which results in the Generalized Black-Scholes equation, the model used in the market for pricing an option. In this context we present the Princípio da Retrodifusão. The idea is to get the Black-Scholes equation by simpler means and enabling an intuitive interpretation of this equation. We show a numerical way to solve the Generalized Black-Scholes equation and finally developed a method to estimate the volatility surface of an asset using as a tool known options traded. / Mestrado / Mestre em Matemática Aplicada

Neste trabalho pretendemos realizar uma leitura do Lazarillo de Tormes que além de considerar o discurso do narrador, Lázaro de Tormes, considere também a voz do autor implícito dentro da obra e a forma como essa voz influencia a construção do sentido dela. Reconhecendo a voz desse autor implícito no prólogo da obra e em meio ao discurso do narrador, é possível identificar a sua perspectiva, que nem sempre coincide com a do narrador. O encontro dessas diferentes perspectivas forma contradições no discurso de Lázaro como narrador, e é na conjunção dessas perspectivas que consideramos formar-se o sentido da obra. / The aim of this work is to accomplish a reading of Lazarillo de Tormes considering the discourse of the narrator and also the voice of the author within the story and how it influences the construction of its sense. By recognizing the voice of this implicit author in the prologue of the story among the narrators discourse it is possible to identify the perspective of the author which is not always the same of the narrator. The encounter of these two perspectives forms some contradictions in Lázaros discourse as the narrator and it is through this conjunction that we consider to be forming the sense of the novel.

A idéia de que memória possa ser segregada em diferentes sistemas e processos possui uma longa história. O desenvolvimento desta concepção esteve associada a casos clínicos envolvendo pacientes amnésicos, estimulando a noção da existência de funções cognitivas específicas relacionadas ao funcionamento de regiões específicas do sistema nervoso. Considerando o contexto histórico no qual se inserem os modelos de memória de longa duração explícita e implícita, a proposta do presente trabalho foi avaliar (1) a extensão da aquisição de conhecimento implícito percepto-motor por meio da imaginação vista aqui como um mecanismo de manipulação de informações na memória operacional, por controle da atenção, e (2) se conhecimento implícito adquirido num dado contexto de treino pode ser utilizado em novos contextos, contrariando conceitos estabelecidos na área, de que esse tipo de conhecimento está firmemente associado ao contexto em que se deu a aquisição. O Experimento 1 mostrou inequivocamente que há aquisição de habilidades motoras por meio de treino imaginativo e, adicionalmente, que essa aquisição segue um curso temporal idêntico àquele observado na aquisição por treino real, sugerindo que ambos os tipos de aquisição exibem propriedades similares, podendo ser equivalentes. O Experimento 2 mostrou que a aquisição de conhecimento implícito envolvendo leitura de texto cujos caracteres foram submetidos a variados tipos de rotação favorece o desempenho na leitura de texto com rotação completamente nova, indicando que o conhecimento implícito adquirido previamente foi flexivelmente empregado no desempenho da nova tarefa. No conjunto, esses resultados mostram que a manipulação de conteúdos na memória operacional permite adquirir conhecimento implícito “de-cima-para-baixo” e que a utilização desse tipo de conhecimento não está restrita ao contexto de sua aquisição, podendo ser empregado flexivelmente em novas situações. Esses resultados indicam para a necessidade de revisão dos conceitos vigentes sobre a interação entre sistemas de memória e sobre as propriedades do sistema de memória implícita / The notion that memory may be dissociated in distinct systems is antique. The development of this assumption seems to be associated with studies involving amnesic patients, which contributed for the notion that specific cognitive functions are underlied for specific brain regions. Taking into account the historic context in which the models for explicit and implicit long-term memory developed, the aims of this study was to evaluate (1) to which extent there is acquisition of perceptual-motor implicit knowledge by way of imagery - seen here as a manner of handling information in working memory by control of attention, and (2) to which extent implicit knowledge acquired in a specific context may be used to solve problems in novel contexts, confronting established assumptions that this type of knowledge is strongly associated to the context of its acquisition. The Experiment 1 showed that there is acquisition of perceptual-motor implicit knowledge by way of imagination; the time-course for this acquisition is similar to that seen when acquisition occurs by actual task performance, suggesting that similar properties underlie both types of acquisition. The Experiment 2 showed that prior implicit knowledge acquisition related to reading rotated texts favors performance for reading texts with completely novel types of rotations, indicating the occurrence of transfer of training and, more importantly, that implicit knowledge was flexibly used for performance of a novel task. Taken together, these results show that handling information in working memory promotes “top-down” acquisition of perceptualmotor implicit knowledge and that this type of knowledge is not strictly associated to the specific context of its acquisition, being used for novel tasks. These results indicate the need for a review of the current assumptions about the interaction of memory systems and about the admitted properties of the implicit memory system.

Bien que la discrimination soit devenue illégale et immorale, les recherches ont montré que les comportements discriminatoires subsistent, parfois en se manifestant de manière subtile. Cependant, les processus impliqués dans ces effets sont encore mal connus. En s’appuyant sur une conception émotionnelle du préjugé (Cottrell & Neuberg, 2005), l’objectif général de ce travail de thèse était d’investiguer le rôle causal des émotions dans l’émission des comportements discriminatoires, que ce soit au niveau du ressenti émotionnel subjectif mais surtout, au niveau des réactions émotionnelles plus subtiles. La première étude a d’abord montré que les émotions déclarées de colère, de peur et de dégoût médiatisent le lien entre la menace représentée par l’exogroupe et le comportement déclaré envers celui-ci. Au-delà du ressenti émotionnel subjectif, nous émettions l’hypothèse que les premiers instants de la perception de l’exogroupe suffisent à déclencher des réactions émotionnelles (i.e., tendances comportementales), ces dernières entrainant la mise en place d’un comportement discriminatoire involontaire. En s’appuyant sur une organisation en chaine causale expérimentale, les études 3 à 6 ont tout d’abord montré que les tendances comportementales précoces sont déclenchées à partir de l’émotion majoritaire évoquée par l’exogroupe. Les études 7 et 8, en revanche, ne confirment pas le rôle causal des tendances comportementales dans la mise en place des comportements discriminatoires involontaires. Dans l’ensemble, ce travail de recherche apporte des éléments de preuve concernant l’implication précoce des émotions dans le processus de discrimination mais ne permet pas de valider leur rôle médiateur. / Although discrimination is considered illegal and immoral, research has shown that discriminatory behaviors remained present, particularly through subtle behaviors. However, the processes underlying these effects are not clearly understood. Building on an emotional approach of prejudice (Cottrell & Neuberg, 2005), the main goal of this thesis was to investigate the causal role of emotions in discriminatory behaviors. The role of emotions was investigated here at the level of subjective feeling but also at the level of more subtle emotional reactions. Study 1 first showed that reported emotions of anger, fear and disgust mediated the link between the perceived threat associated to a social group and the behavior reported toward this group. Beyond subjective feelings, we hypothesized that the perception of an outgroup triggers early emotional reactions (i.e., behavioral tendencies), resulting in unintentional discriminatory behaviors. Consistent with our hypotheses, Studies 3-6 first showed that emotions evoked by the outgroup trigger related early behavioral tendencies. However, Studies 7 and 8 do not support the causal role of early behavioral tendencies in discriminatory behaviors. Overall, our findings provide evidence of early involvement of emotions in the discrimination process but do not support their mediating role.

The aim of this paper was to investigate student and teacher attitudes towards English vocabulary learning and teaching. Secondary aims were to find out how a number of students learn new vocabulary and whether teachers prefer explicit or implicit teaching methods. The investigation was conducted by letting 75 students in two lower secondary schools and 24 teachers of English from different schools answer questionnaires about vocabulary learning and vocabulary teaching. The results show that both the students and the teachers generally had positive attitudes towards vocabulary learning. The teachers of English did not prefer explicit teaching methods to implicit teaching methods when teaching vocabulary, but they thought implicit vocabulary teaching to be most effective. The results also show that the students claim to learn new vocabulary in varied ways and watching English movies or TV-series and by playing computer- or video games were singled out as the most effective ways to acquire new vocabulary by the students. Hence, the results show that both the teachers and the students agreed on implicit vocabulary learning to be the most effective, however, previous research has shown that vocabulary is most effectively learnt explicitly.

Free-form surfaces and implicit surfaces must be tessellated before being rendered with rasterization techniques. However ray tracing provides the means to directly render such objects without the need to first convert into polygonal meshes. Since ray tracing can handle triangle meshes as well, the question of which method is most suitable in terms of performance, quality and memory usage is addressed in this thesis. Bézier surfaces and NURBS surfaces along with basic algebraic implicit surfaces are implemented in order to test the performance relative to polygonal meshes approximating the same objects. The parametric surfaces are implemented using an iterative Newtonian method that converges on the point of intersection using a bounding volume hierarchy that stores the initial guesses. Research into intersecting rays with parametric surfaces is surveyed in order to find additional methods that speed up the computation. The implicit surfaces are implemented using common direct algebraic methods. All of the intersection tests are implemented using the Embree ray tracing API as well as a SIMD library in order to achieve interactive framerates on a CPU. The results show that both Bézier surfaces and NURBS surfaces can achieve interactive framerates on a CPU using SIMD computation, with Bézier surfaces coming close to the performance of polygonal counterparts. The implicit surfaces implemented outperform even the simplest polygonal approximations.

Sports presents one of the most popular forms of entertainment in society, and sports media continues to expand its billion-dollar influence through new television deal and broadcasting rights. But with a population of journalists who are overwhelmingly white, straight, and male, sports media is promoting the hegemony of said image by reproducing stereotypes in its broadcasts to audiences around the country. Mainstream media regurgitates these stereotypes in their coverage of minority athlete by portraying black players as unintelligent or “thug”-ish, women as “butch”, and gay athletes as effeminate. These representations allow for the perpetuation of the white, heterosexual male narrative throughout society while sidelining those who do not fit the description. But just as sports media is growing in popularity, so too is the athlete activist. Starting in 2013, today’s athletic superstars are now using their exalted platforms to address societal issues and speak on behalf of marginalized groups that are often ignored or misrepresented by traditional media narratives. The efforts of Colin Kaepernick, Billie Jean King, and Jason Collins in fighting against the system and these stereotypes will reveal how certain athletes are represented in the media and their unique position of changing the discussion and inspiring others to challenge societal norms. The growing popularity of social media and its use as a tool for social activism will also be examined, particularly as it has revolutionized the culture of athlete activism.

Digital games are based on interactive virtual environments where graphics and audio are combined. In many of these games there is lot of effort put into graphics while leaving the audio part underdeveloped. Audio in games is important in order to immerse the player in the virtual environment. Where a high level of emulated reality is needed graphics and audio should be combined on a similar level of realism. To make this possible a sophisticated method for audio simulation is needed. In the audio simulation field previous attempts at using ray tracing methods were successful. With methods based on ray tracing the sound waves are traced from the audio source to the listener in the virtual environment, where the environment is based on a scene consisting of implicit surfaces. A key part in the tracing computations is finding the intersection point between a sound wave and the surfaces in the scene. Sphere tracing is an alternative method for finding the intersection point and has been shown to be feasible for real-time usage on the graphics processing unit (GPU). To be interactive a game environment runs in real-time, this fact puts a time constraint on the rendering of the graphics and audio. The time constraint is based on the time window to render one frame in the synchronized rendering of graphics and audio based on the frame rate of the graphics. Consumer computer systems of today are in general equipped with a GPU, if an audio simulation can use the GPU in real-time this is a possible implementation target in a game system. The aim of this thesis is to investigate if audio simulation with the ray tracing method based on sphere tracing is possible to run in real-time on the GPU. An audio simulation system is implemented in order to examine the possibility for real-time usage based on computation time. The results of this thesis show that audio simulation with implicit surfaces using sphere tracing is possible to use in real-time with the GPU in some form. The time consumption for an audio simulation system like this is small enough to enable it for real-time usage. Based on an interactive graphics frame rate the time consumption allows the graphics and audio computations to use the GPU in the same frame time.

The Particle Level set method is a successful extension to Level set methods to improve thevolume preservation in fluid simulations. This thesis will analyze how sparse volume data structures can be used to store both the signed distance function and the particles in order to improve access speed and memory efficiency. This Particle Level set implementation will be evaluated against Digital Domains current Particle Level set implementation. Different degrees of quantization will be used to implement particle representations with varying accuracy. These particles will be tested and both visual results and error measurments will be presented. The sparse volume data structures DB-Grid and Field3D will be evaluated in terms of speed and memory efficiency.

Denna studie är baserat på flertal olika studier som diskuterar ämnet webbanalysering. Webbanalysering är något som har vuxit enormt eftersom flera vill kunna se hur effektiv en webbplats faktiskt fungerar ute på internet. Genom att samla in data kunna se hur en webbplats används och kunna optimera den eller enbart samla data för intressets skulle. Frågan som detta arbete tar upp är, hur mycket påverkar svarstiderna webbplatsen, när en handskriven webbanalyserings applikation är implemeterad. Verktyget kombinera flera olika slags tekniker för att samla in data kontinuerligt för den ansvarige. Resultatet visar att verktyget inte påverkar svarstiderna så att användarens vistelse på webbplatsen skulle bli negativ.